For any other SketchUp users reading this, you may have realised by now that unlike Max and Blender users, we have little control over the order our materials are exported in.

To achieve this effect we have to edit the XMF by hand or ... there is a cheat.

Whichever material you want to have the highest number, select all or a few of the polys/quads/ngons that are painted with it, make them a group and then explode again. This will count as editing that material and move it to last on the list.

If you have multiple materials to stack then repeat the process for each one in order. With practice you can do this in a few seconds before each export.